Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data

DOI10.1016/J.SPL.2010.04.007zbMATH Open1198.62050OpenAlexW2033863208MaRDI QIDQ988092FDOQ988092

Authors: Megan M. Romer, Donald Richards 

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.007

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zbMATH Keywords

multivariate normal distributionmissing datastochastic representationequivariancemonotone incomplete data

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
• Kurtosis tests for multivariate normality with monotone incomplete data
• Statistical Models
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• The Stein phenomenon for monotone incomplete multivariate normal data
• Maximum likelihood estimation for multivariate normal distribution with monotone sample

Cited In (6)

• Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
• Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic
• Title not available (Why is that?)
• Kurtosis tests for multivariate normality with monotone incomplete data

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